In a large mixing bowl, whisk together the flour, salt, malt powder or sugar and yeast.

Set the whisk aside and switch to a sturdy wooden spoon.

Stir in the milk and hot water until a soft dough forms.

Turn onto a generously floured surface and knead, adding small amounts of flour as needed to keep the dough from adhering to the counter. You do not want a firm dough… it should be fairly slack, a little tacky and soft, yet smooth.

Place dough in a clean bowl, cover with a damp tea towel and set aside to rise in a warm, draft-free place until nearly doubled in bulk and puffy, about an hour or so.

In the work-bowl of a stand mixer fitted with a dough hook, combine the flour, salt, malt powder or sugar and yeast.

Mix on low just to combine dry ingredients. With mixer still on low, carefully pour in the milk and water.

Continue mixing on low until you have a smooth, soft, slightly tacky dough.

Remove bowl from the mixer, cover with a damp tea towel and set aside to rise in a warm, draft-free place until nearly doubled in bulk and puffy, about an hour or so.

Add the milk, water, flour, malt powder or sugar, and yeast to the pan of your bread machine in the order recommended by the manufacturer.

Select the “Dough” or “Dough Only” cycle and hit start. Allow the cycle to complete.

Line two 11×13-inch baking sheets with silicon or teflon pan liners. (You can use parchment, but you will need to grease it generously to prevent it from sticking.) Set next to your work area.

Turn the dough out onto a very lightly floured surface.

Use a bench knife to cut the dough into four pieces.

Keep three pieces of dough covered with a tea towel while working with the first. Roll the piece like play-dough until you have a snake of dough about the circumference of two thumbs squashed together.

Use your bench knife to cut the dough snake into 6 equally-sized pieces.

Press each piece into an oval that is about 3-4 inches across.

Put 1 1/2 teaspoons each of the minced Cheddar and ham into the center. Bring the dough up together from the sides toward the center and pinch together firmly to seal the dough. Pinch the ends so that the cheese and ham are sealed into the dough.

Transfer the sealed, stuffed dough, seam-side down, onto the lined baking sheets, being sure to leave generous amounts of room between pieces and rows. They will expand both as they rise and again as they boil and bake.

Preheat oven to 400°F.

Bring 2 quarts of water to a boil in a stainless steel or other non-reactive pan (enameled cast-iron, tempered glass, etc…) When water boils, add the baking soda.

Gently lift the pretzel dough pieces one at a time into the boiling water. (You can boil more than one at a time, but be sure not to crowd the the pan as they will expand as they boil. Let simmer for about 45 seconds, flip the pieces and simmer for another 45 seconds-1 minute.

Use a slotted spoon to drain and return each piece to its place on the pan. Continue until all pieces have been boiled and returned to the pan.

Brush all pieces of dough with the beaten egg and sprinkle with coarse salt.

Place pans in oven and bake at least until golden brown (at least 15 minutes), but you can bake until they are deep brown. It’s up to you!

Remove the pans from the oven and let the pretzels rest on the pan for 5 minutes before transferring to a serving plate.

Leftovers, if you have them, should be stored in a tightly covered container in the refrigerator.

Serve warm or room temperature. I like mine with classic yellow mustard, but they’re also good with grainy beer mustards.